+962.6%
APA vs RJF
+46,927.3%
-45,964.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +9.6% | +1.5% | +8.1% | +9.0% |
| 30D | -0.2% | +6.7% | -6.9% | -3.0% |
| 3M | +19.8% | -7.3% | +27.2% | +22.5% |
| 6M | +30.1% | +9.8% | +20.3% | +24.2% |
| YTD | +100.4% | +5.6% | +94.8% | +92.6% |
| 1Y | +105.2% | +2.3% | +102.9% | +99.4% |
| 3Y | +44.6% | +73.6% | -29.0% | +15.9% |
| 5Y | +88.8% | +79.9% | +8.9% | +49.4% |
| 10Y | +6.6% | +328.8% | -322.2% | -33.0% |
| All | +962.6% | +46,927.3% | -45,964.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling